Search Results - subject:"ARIMA Models"

Exchange rate forecasting using ensemble modeling for better policy implications

Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar - In: Journal of time series econometrics 13 (2021) 1, pp. 43-71

Persistent link: https://www.econbiz.de/10012437825

Support vector machine algorithms : an application to ship price forecasting

Syriopoulos, Theodore; Tsatsaronis, Michael; Karamanos, … - In: Computational economics 57 (2021) 1, pp. 55-87

Persistent link: https://www.econbiz.de/10012486867

Demanda de turismo internacional en tiempos de COVID-19 en la región de Puno-Perú

Laurente Blanco, Luis Francisco - In: Economía coyuntural : revista de temas de conyunctura … 6 (2021) 1, pp. 49-78

Persistent link: https://www.econbiz.de/10013193841

Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models

Findley, David F.; Lytras, Demetra P.; Maravall … - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 1, pp. 11-52

Our starting place is the first order seasonal autoregressive model. Its series are shown to have canonical model-based decompositions whose finite-sample estimates, filters, and error covariances have simple revealing formulas from basic linear regression.We obtain analogous formulas for...

Persistent link: https://www.econbiz.de/10011650313

Illuminating ARIMA model-based seasonal adjustment with three fundamental seasonal models

Findley, David F.; Lytras, Demetra P.; Maravall … - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 1, pp. 11-52

Persistent link: https://www.econbiz.de/10011458757

A machine learning approach to univariate time series forecasting of quarterly earnings

Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1163-1179

Persistent link: https://www.econbiz.de/10012304132

GROEC : combination method via generalized rolling origin evaluation

Fiorucci, Jose Augusto; Louzada, Francisco - In: International journal of forecasting 36 (2020) 1, pp. 105-109

Persistent link: https://www.econbiz.de/10012406008

Forecasting bulk prices of Bordeaux wines using leading indicators

Paroissien, Emmanuel - In: International journal of forecasting 36 (2020) 2, pp. 292-309

Persistent link: https://www.econbiz.de/10012414766

A note on the use of the Box-Cox transformation for financial data

Kartsonakis-Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of computational economics and … 10 (2020) 4, pp. 419-422

Persistent link: https://www.econbiz.de/10012507555

Agustín Maravall : an interview with the International Journal of Forecasting

Maravall Herrero, Agustín (interviewee); … - In: International journal of forecasting 36 (2020) 4, pp. 1241-1251

Persistent link: https://www.econbiz.de/10012546634